+146.9%
SMTC vs PTC
-33.3%
+180.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -6.0% | +15.3% | +7.6% |
| 7D | +12.7% | -10.3% | +23.0% | +10.0% |
| 30D | +22.0% | +1.1% | +20.8% | +21.9% |
| 3M | -12.7% | +1.6% | -14.3% | -7.6% |
| 6M | +64.8% | -13.5% | +78.2% | +77.0% |
| YTD | +100.7% | -19.1% | +119.7% | +117.3% |
| 1Y | +146.9% | -33.9% | +180.8% | +162.6% |
| All | +146.9% | -33.3% | +180.1% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling